+952.7%
QCOM vs CNC
+5,826.8%
-4,874.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.7% |
| 7D | +2.0% | -7.3% | +9.2% | +3.2% |
| 30D | +1.2% | +5.2% | -3.9% | +0.2% |
| 3M | +9.1% | +8.6% | +0.5% | +7.3% |
| 6M | -25.0% | +25.1% | -50.0% | -28.4% |
| YTD | +4.8% | +71.3% | -66.4% | -6.1% |
| 1Y | +3.6% | +99.3% | -95.7% | -9.7% |
| 3Y | +51.5% | -1.9% | +53.4% | +42.8% |
| 5Y | +19.7% | -6.4% | +26.1% | +12.7% |
| 10Y | +245.8% | +178.1% | +67.7% | +161.8% |
| All | +952.7% | +5,826.8% | -4,874.1% | +371.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling